Research Output per year
Personal profile
Biography
Ruben Loaiza-Maya is a Lecturer in the Department of Econometrics and Business Statistics. He completed his doctoral studies in econometrics at the University of Melbourne and his undergraduate degree in economics at the Universidad Nacional de Colombia (Medellin).
His research interests include:
Copula Modelling; Bayesian Estimation Methods; Time Series Analysis; Macroeconomic and Financial Forecasting;
Network
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Research Output
- 8 Article
Advertising effectiveness for multiple retailer-brands in a multimedia and multichannel environment
Danaher, P. J., Danaher, T. S., Smith, M. S. & Loaiza-Maya, R., Jun 2020, In : Journal of Marketing Research. 57, 3, p. 445-467 23 p.Research output: Contribution to journal › Article › Research › peer-review
High-dimensional copula variational approximation through transformation
Smith, M. S., Loaiza-Maya, R. & Nott, D. J., 2020, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 15 p.Research output: Contribution to journal › Article › Research › peer-review
1
Citation
(Scopus)
Variational Bayes estimation of discrete-margined copula models with application to time series
Loaiza-Maya, R. & Smith, M. S., 3 Jul 2019, In : Journal of Computational and Graphical Statistics. 28, 3, p. 523-539 17 p.Research output: Contribution to journal › Article › Research › peer-review
2
Citations
(Scopus)
Real-time macroeconomic forecasting with a heteroskedastic inversion copula
Loaiza-Maya, R. & Smith, M. S., Aug 2018, (Accepted/In press) In : Journal of Business and Economic Statistics. 37 p.Research output: Contribution to journal › Article › Research › peer-review
1
Citation
(Scopus)
Time series copulas for heteroskedastic data
Loaiza-Maya, R., Smith, M. S. & Maneesoonthorn, W., 1 Apr 2018, In : Journal of Applied Econometrics. 33, 3, p. 332-354 23 p.Research output: Contribution to journal › Article › Research › peer-review
7
Citations
(Scopus)